-16.2%
CDNS vs PBR
+70.4%
-86.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -4.2% |
| 7D | -14.0% | +8.6% | -22.6% | -13.2% |
| 30D | -13.2% | +12.8% | -26.0% | -12.0% |
| 3M | -28.9% | +14.7% | -43.6% | -27.7% |
| 6M | -4.2% | +25.2% | -29.3% | -3.8% |
| YTD | -6.4% | +77.1% | -83.5% | -3.7% |
| 1Y | -16.2% | +69.6% | -85.8% | -15.2% |
| All | -16.2% | +70.4% | -86.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling